Senior manager, investment solution and operation, bermuda

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Role Purpose Senior Manager, Investment Solution and Operation is responsible for leading the Investment Solution and Operation team to implement the investment and ALM optimization strategies using derivative and other financial engineering tools, and to build the necessary operation capability for PBIL and its asset managers to trade different investment and hedging instruments. Organization Context PBIL operates a Bermuda-based insurance (under the entity Prudential Bermuda ISA, Ltd, "Bermuda Direct") and reinsurance (under the entity Prudential Bermuda Re, ISA, "Bermuda Re") supporting Prudential Group on High‐Net‐Worth and Wealth insurance business, capital management and reinsurance optimization. The Investment Solution and Operation team in PBIL is central to implementing investment and ALM optimization strategies and building the operational capability for trading different investment and hedging instruments. Key Accountabilities Research Research for market and quantitative investment solution (QIS)



indexes for Index Universal Life and other index‐linked insurance products. Research for the new developments in regulations related to trade settlement, clearing, derivative and repo usage, etc. Strategy Work with the ALM team and Actuarial team to support balance sheet risk and capital management via derivatives. This may include both simple delta one hedging strategies (FX forward/CCS, gov' bond forward) as well as more advanced strategies like swaptions and dynamic hedging. Work with the investment team, banks and asset manager to develop structuring investment solution for yield enhancement (which may include collateral switch, credit linked note, positive and negative basis trades, tranche structuring, leveraged low‐risk sovereign credit, etc. depends on the market condition and the Group and PBIL's risk appetite as well as the regulatory and ALM constraints). Implementation Establish the infrastructure for trading derivatives, repo and collateral switch,

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